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DFVTPL

An acronym for designated as at fair value through profit and loss; designating an item as at fair value through...

NSFR

An acronym for net stable funding ratio; the ratio of available stable funding, ASF, (at disposal of an entity) to...

ASF

It stands for available stable funding; a bank’s total available stable funding (ASF) is the portion of its capital and...

NII

It stands for net interest income; the difference between interest receivable on financial assets classified as loans and receivables or...

TBTF

An acronym for too big to fail; a bank, an insurance firm, or any type of financial institution that are...

CCN

It stands for contingent capital note; a type of contingent convertible (CoCo)- contingent convertible bond- that is designed to automatically...

PDF

A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...

GL

In accounting, GL stands for general ledger; a bookkeeping ledger in which accounting figures (related to transactions and events) are...

mCVaR

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

NPL

It stands for non-performing loan; a loan that carries a very high risk of default (100% probability of default), with...